Result 1 to 20 of 394 total
Improved cross-entropy method for estimation. (English)
Stat. Comput. 22, No. 5, 1031-1040 (2012).
1
Sequential Monte Carlo for rare event estimation. (English)
Stat. Comput. 22, No. 3, 795-808 (2012).
2
Importance sampling-based estimation over AND/OR search spaces for graphical models. (English)
Artif. Intell. 184-185, 38-77 (2012).
3
The convergence rate and asymptotic distribution of the bootstrap quantile variance estimator for importance sampling. (English)
Adv. Appl. Probab. 44, No. 3, 815-841 (2012).
4
Simultaneously learning DNA motif along with its position and sequence rank preferences through EM algorithm. (English)
Chor, Benny (ed.), Research in computational molecular biology. 16th annual international conference, RECOMB 2012, Barcelona, Spain, April 21‒24, 2012. Proceedings. Berlin: Springer (ISBN 978-3-642-29626-0/pbk). Lecture Notes in Computer Science 7262. Lecture Notes in Bioinformatics, 355-370 (2012).
5
Adaptive Bayesian compound designs for dose finding studies. (English)
J. Stat. Plann. Inference 142, No. 6, 1480-1492 (2012).
6
Coupling and importance sampling for statistical model checking. (English)
Flanagan, Cormac (ed.) et al., Tools and algorithms for the construction and analysis of systems. 18th international conference, TACAS 2012, held as part of the European joint conferences on theory and practice of software, ETAPS 2012, Tallinn, Estonia, March 24‒April 1, 2012. Proceedings. Berlin: Springer (ISBN 978-3-642-28755-8/pbk). Lecture Notes in Computer Science 7214, 331-346 (2012).
7
Enhancing quasi-Monte Carlo methods by exploiting additive approximation for problems in finance. (English)
SIAM J. Sci. Comput. 34, No. 1, A283-A308 (2012).
8
Importance-weighted least-squares probabilistic classifier for covariate shift adaptation with application to human activity recognition. (English)
Neurocomputing 80, 93-101 (2012).
9
Using capture-recapture data and hybrid Monte Carlo sampling to estimate an animal population affected by an environmental catastrophe. (English)
Comput. Stat. Data Anal. 55, No. 1, 655-666 (2011).
10
Efficient importance sampling estimation for joint default probability: the first passage time problem. (English)
Kohatsu-Higa, Arturo (ed.) et al., Stochastic analysis with financial applications, Hong Kong 2009. Proceedings of the workshop, Hong Kong, China, June 29 to July 3, 2009. New York, NY: Springer (ISBN 978-3-0348-0096-9/hbk; 978-3-0348-0097-6/ebook). Progress in Probability 65, 347-359 (2011).
11
Image-based empirical importance sampling: an efficient way of estimating intensities. (English)
Scand. J. Stat. 38, No. 3, 393-408 (2011).
12
Influence of input PDF parameters of a model on a failure probability estimation. (English)
Simul. Model. Pract. Theory 19, No. 10, 2244-2255 (2011).
13
A simple and efficient importance sampling scheme for stochastic network unreliability estimation. (English)
Simul. Model. Pract. Theory 19, No. 3, 924-935 (2011).
14
Approximating zero-variance importance sampling in a reliability setting. (English)
Ann. Oper. Res. 189, 277-297 (2011).
15
Adaptive importance sampling for network growth models. (English)
Ann. Oper. Res. 189, 187-203 (2011).
16
A combined splitting-cross entropy method for rare-event probability estimation of queueing networks. (English)
Ann. Oper. Res. 189, 167-185 (2011).
17
Computing network reliability coefficients. (English)
Congr. Numerantium 207, 111-127 (2011).
18
Adaptive anchored inversion for Gaussian random fields using nonlinear data. (English)
Inverse Probl. 27, No. 12, Article ID 125011, 31 p. (2011).
19
A sequential Monte Carlo approach to computing tail probabilities in stochastic models. (English)
Ann. Appl. Probab. 21, No. 6, 2315-2342 (2011).
20
Result 1 to 20 of 394 total